Similar Search Results - EconBiz

Testing for Multivariate Threshold Autoregressions

Liu, Shu-Ing - 2009

In this article we propose a testing procedure for multivariate threshold autoregression with the disturbances following conditional homoscedastic martingale difference sequences. Essentially, the discussed test statistics are an extension of the work of Chan and Tong (1990) and Chan (1991), as...

Persistent link: https://www.econbiz.de/10014209857

Partielle und simultane Prüfung auf Autokorrelation und Heteroskedastizität der Störvariablen im linearen Regressionsmodell

Bährens, Henning - 1992

Persistent link: https://www.econbiz.de/10013357762

On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas

Garmann, Sebastian; Grundke, Peter - In: The European journal of finance 19 (2013) 1/2, pp. 75-88

Persistent link: https://www.econbiz.de/10009733297

Testing the weak-form efficiency of agriculture's capital markets

Ghimire, Binam; Annussek, Kolja; Harvey, Jackie; … - In: Economics and business review 2 (2016) 2, pp. 3-17

Persistent link: https://www.econbiz.de/10011535203

Simple procedures for testing autoregressive versus moving average errors in regression models

McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev

Persistent link: https://www.econbiz.de/10000799442

Using bivariate autoregressive representations in testing exact expectations relations

Lévy, Emile; Nobay, A. Robert - 1987

Persistent link: https://www.econbiz.de/10000766182

Simple procedures for testing autoregressive versus moving average errors in regression models

MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990

Persistent link: https://www.econbiz.de/10000129167

Lagged cross-products of regression residuals and a family of serial correlation tests

Gooijer, Jan G. de; MacNeill, Ian B. - 1994

Persistent link: https://www.econbiz.de/10000151697

Testing for autocorrelation and model specification with the IAS-system : (final report)

Sonnberger, Harald - Institut für Höhere Studien - 1983

Persistent link: https://www.econbiz.de/10000166107

Testing an autoregressive structure in binary time series models

Nyberg, Henri (contributor) - 2008

Persistent link: https://www.econbiz.de/10003779572

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